Markov Chain Monte Carlo Methods for Estimating Systemic...

Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations

Koike, Takaaki, Hofert, Marius
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Volume:
8
Language:
english
Journal:
Risks
DOI:
10.3390/risks8010006
Date:
January, 2020
File:
PDF, 2.69 MB
english, 2020
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